The handbook of mortgage backed securities /
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| Edition: | 4th ed. |
|---|---|
| Imprint: | Chicago, Ill. : Probus Pub. Co., c1995. |
| Description: | xiii, 958 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2501001 |
Table of Contents:
- 1. Overview / Frank J. Fabozzi
- 2. Mortgages / Frank J. Fabozzi and Lynn M. Edens
- 3. Mortgage Pass-Through Securities / Linda Lowell
- 4. Agency Adjustable-Rate Mortgage Securities / Jeffrey Biby
- 5. Trading, Settlement, and Clearing Procedures for Agency MBS / John F. Tierney and Patrick Moore
- 6. Collateralized Borrowing via Dollar Rolls / Steven J. Carlson and John F. Tierney
- 7. Multifamily Project Securities / Ed Daingerfield
- 8. Mortgage Prepayment Modeling: I / Charles Schorin and Mark N. Gordon
- 9. Mortgage Prepayment Modeling: II / Gregg N. Patruno
- 10. Modifying the PSA Curve for Newly Issued Mortgage Pass-Throughs / Joseph C. Hu
- 11. Homeowner Mobility and Mortgage Prepayment Forecasting / Karen Auld Wagner and Evan B. Firestone
- 12. An Unbiased Method of Applying Historical Prepayment Speeds to Project Future Cash Flows / Dan Spina, David Sykes and Hendrik Van Schieveen
- 13. RFC Whole Loan Prepayment Behavior / Vernon H. Budinger and Yizhong Fan
- 14. Stripped Mortgage-Backed Securities / Lakhbir S. Hayre, Errol Mustafa and Vincent Pica
- 15. Synthetic Mortgage-Backed Securities / Anand K. Bhattacharya and Carol Sze
- 16. Introduction to Collateralized Mortgage Obligations / Chris Ames
- 17. Prospects of Derivative Mortgage Securities / Joseph C. Hu
- 18. The Effect of PAC Bond Features on Performance / Linda Lowell
- 19. Z-Bonds / Linda Lowell and Bruce Mahood
- 20. Companions with Schedules / Linda Lowell
- 21. Inverse Floaters and Inverse IOs / Shaiy Pilpel
- 22. CMO Residuals / Adrian Katz, Vincent Pica and Rick Villaume
- 23. Whole-Loan CMOs / Anand K. Bhattacharya, Jacqueline Galdieri, Cyrus Mohebbi and Lisa Pendergast
- 24. Understanding and Valuing Mortgage Security Credit / Nancy DiLiban and Brian P. Lancaster
- 25. Commercial Mortgage-Backed Securities / David P. Jacob and Kimbell R. Duncan
- 26. Quantifying Credit Risk in CMBS / Patrick J. Corcoran and Duen-Li Kao
- 27. New Ways to Model Default Scenarios for Income Property Loans / William Batts, Jr.
- 28. A Comparison of Methods for Analyzing Mortgage-Backed Securities / Andrew S. Davidson, Robert Kulason and Michael D. Herskovitz
- 29. Introduction to the Option-Adjusted Spread Method / Frank J. Fabozzi and Scott F. Richard
- 30. A Further Look at Option-Adjusted Spread Analysis / Robert W. Kopprasch
- 31. Consistent, Fair and Robust Methods of Valuing Mortgage Securities / R. Blaine Roberts, David Sykes and Michael L. Winchell
- 32. Towards a New Approach to Measuring Mortgage Duration / Bennett W. Golub
- 33. Duration and Convexity Drift of CMOs / David P. Jacob and Sean Gallop
- 34. Understanding Inverse Floater Pricing / Michael L. Winchell and Michael Levine
- 35. Hedging Interest-Rate Risks with Futures, Swaps and Options / Michael J. Giarla
- 36. Risk, Return and Hedging of Fixed-Rate Mortgages / Douglas T. Breeden
- 37. Options on Mortgage-Backed Securities / William A. Barr
- 38. FAS 115 and MBS Portfolio Management / Brian Lancaster, Ken Spindel and Andrew Taddei
- 39. Federal Income Tax Treatment of Mortgage-Backed Securities / James M. Peaslee and David Z. Nirenberg
- Appendix / Lakhbir S. Hayre and Cyrus Mohebbi.
